Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,40% | 100,00 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 828 CHF | 502 828 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 99,90 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 411 CHF | 500 411 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 100,10 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 035 CHF | 501 035 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 99,70 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 426 CHF | 501 426 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 100,40 % | 100,80 % | 500 000 | 500 000 | 499 069 | 499 069 | 500 828 CHF | 502 825 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 100,20 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 599 CHF | 503 599 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 100,60 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 601 CHF | 504 601 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 101,10 % | 101,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 316 CHF | 506 316 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 100,70 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 272 CHF | 505 272 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 100,50 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 503 130 CHF | 505 130 CHF | 99,76% | 99,76% |